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Majmudar, Mukul
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Cost vs. performance of VaR on accelerator platforms:

, In: Proceedings of the 2nd Workshop on High Performance Computational Finance,
Majmudar, Mukul ; Docan, Ciprian ; Parashar, Manish. - p. 1-8 , 2009
Link: https://dl.acm.org/doi/1..
 
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